+36.1%
UPS vs CPB
-44.2%
+80.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -3.7% | -8.0% | +4.3% | -2.3% |
| 30D | -3.7% | -2.4% | -1.3% | -3.4% |
| 3M | -6.6% | +0.5% | -7.1% | -7.0% |
| 6M | +2.6% | -10.5% | +13.0% | +4.2% |
| YTD | +4.8% | -17.5% | +22.3% | +8.0% |
| 1Y | +25.3% | -31.0% | +56.3% | +33.4% |
| 3Y | -26.9% | -40.6% | +13.8% | -20.5% |
| 5Y | -33.5% | -37.7% | +4.2% | -29.0% |
| 10Y | +36.1% | -43.4% | +79.5% | +45.6% |
| All | +36.1% | -44.2% | +80.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling